![Für diesen Artikel ist leider kein Bild verfügbar.](/img/platzhalter480px.png)
Change Of Time And Change Of Measure
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-4678-58-2 (ISBN)
Random Change of Time; Integral Representations and Change of Time in Stochastic Integrals; Semimartingales: Basic Notions, Structures, Elements of Stochastic Analysis; Stochastic Exponential and Stochastic Logarithm. Cumulant Processes; Processes with Independent Increments. Levy Processes; Change of Measure. General Facts; Change of Measure in Models Based on Levy Processes; Change of Time in Semimartingale Models and Models Based on Brownian Motion and Levy Processes; Conditionally Gaussian Distributions and Stochastic Volatility Models for the Discrete-time Case; Martingale Measures in the Stochastic Theory of Arbitrage; Change of Measure in Option Pricing; Conditionally Brownian and Levy Processes. Stochastic Volatility Models; A Wider View. Ambit Processes and Fields, and Volatility/Intermittency;
Reihe/Serie | Advanced Series on Statistical Science & Applied Probability ; 21 |
---|---|
Verlagsort | Singapore |
Sprache | englisch |
Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 981-4678-58-9 / 9814678589 |
ISBN-13 | 978-981-4678-58-2 / 9789814678582 |
Zustand | Neuware |
Haben Sie eine Frage zum Produkt? |
aus dem Bereich